Pre-Market IV Report April 26, 2019

Pre-Market IV Report April 26, 2019

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: COTY KHC SBUX INTC AMZN XOM CVX CTL ZAYO GRUB JNPR OXY S IMMR FL BBY URBN ANF

Options expected to have increasing volume: SBUX MAT TMUS S ILMN GRUB INTC AMZN F XOM CVX CL LYFT PYPL

Lyft (LYFT) April weekly call option implied volatility is at 61, May is at 74; compared to its three-week range of 49 to 78 into Uber IPO road show. Call put ratio 1.1 calls to 1 put. Uber sees pricing 180,000,000 shares at $44-$50 in its IPO. Paypal (PYPL) to purchase $500M of Uber shares in a private placement.

Weekly options expire every Friday, allowing traders to take very precise positions on different economic events, industry releases and company news.

Straddle prices for stocks expected to report results next week

AKS Steele (AKS) May weekly 2.5 straddle priced for move of 13% into the expected release of release of EPS after the bell on April 29

Alphabet (GOOGL) May weekly 1267 straddle priced for move of 4.5% into the expected release of release of EPS after the bell on April 29

Altaba (AABA) May weekly 76.50 straddle priced for move of 5% into the expected release of release of EPS on April 29

Chegg (CHGG) May 40 straddle priced for move of 13% into the expected release of release of EPS after the bell on April 29

Continental Resources (CLR) May weekly 49 straddle priced for move of 6% into the expected release of release of EPS before the bell on April 29

Ethan Allen (ETH) May 20 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 29

MGM Resorts (MGM) May weekly 28 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 29

ON Semiconductor (ON) May 22 straddle priced for move of 9% into the expected release of release of EPS before the bell on April 29

Sohu (SOHU) May straddle priced for move of 14% into the expected release of release of EPS before the bell on April 29

Sogou (SOGO) May 5 straddle priced for move of 19% into the expected release of release of EPS before the bell on April 29

Spotify (SPOT) May weekly 133 straddle priced for move of 7% into the expected release of release of EPS before the bell on April 29

Texas Roadhouse (TXRH) May 60 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 29

Western Digital (WDC) May weekly 53 straddle priced for move of 9.5% into the expected release of release of EPS after the bell on April 29

Yum China (YUMC) May weekly 45 straddle priced for move of 7% into the expected release of release of EPS after the bell on April 29

Advanced Micro Devices (AMD) May weekly 27.50 straddle priced for move of 12% into the expected release of release of EPS after the bell on April 30

Amgen (AMGN) May weekly 180 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 30

Apple (AAPL) May weekly 205 straddle priced for move of 5% into the expected release of release of EPS after the bell on April 30

BP PLC (BP) May weekly 44 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 30

Carters (CRI) May 105 straddle priced for move of 8% into the expected release of release of EPS before the bell on April 30

Concho Resources (CXO) May 120 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 30

ConocoPhillips (COP) May weekly 64 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 30

Corning (GLW) May weekly 33.50 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on April 30

Devon Energy (DVN) May weekly 33.50 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 30

Ecolab (ECL) May weekly 182.50 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 30

Edison International (EIX) May weekly straddle priced for move of % into the expected release of release of EPS after the bell on April 30

Eli Lilly (LLY) May weekly 62.50 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on April 30

Fair Issac (FICO) May weekly straddle priced for move of % into the expected release of release of EPS after the bell on April 30

FireEye (FIRE) May 280 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 30

General Motors (GM) May weekly 39 straddle priced for move of 5% into the expected release of release of EPS before the bell on April 30

C.H. Robinson Worldwide (CHRW) May 87.50 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 30

Chubb Limited (CB) May 140 straddle priced for move of 2.5% into the expected release of release of EPS after the bell on April 30

Mondelez (MDLZ) May weekly 50 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 30

Terex (TEX) May 32 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 30

Twilio (TWLO) May 132 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 30

Wynn Resorts (WYNN) May weekly 147 straddle priced for move of 6% into the expected release of release of EPS after the bell on April 30

Increasing unusual option volume: ABEV RRD RSG TUR ODFL BANC TIVO CARA CNSL OXY MMM PFPT JNPR
Increasing unusual call option volume: FBHS TIVO OXY CARA XLC LBTYK PFPT ODFL TRP BX TSCO JNPR MBI MRVL
Increasing unusual put option volume: TUR WWE CNSL MMM CARA LKQ BEAT BEN PTC JNPR MAS
Popular stocks with increasing unusual: MRVL DIS APC OXY
Options with decreasing option implied volatility: WBA MMM QCOM APC BIIB SKX SNAP TWTR
Active options: FB TSLA MSFT DIS AAPL INTC AMZN AMD MU BAC NFLX T BA TWTR MRVL SNAP NVDA APC OXY QCOM WWE